A robust whiteness test for the identification of discrete-time linear models: use of orthonormal transfer functions
From MaRDI portal
Publication:2116640
DOI10.1016/j.automatica.2022.110174zbMath1485.93137OpenAlexW4220926296MaRDI QIDQ2116640
Publication date: 18 March 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110174
System identification (93B30) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)
Cites Work
- Unnamed Item
- Kernel methods in system identification, machine learning and function estimation: a survey
- On covariance function tests used in system identification
- A central limit theorem for \(m\)-dependent random variables
- Bartlett's formulae -- closed forms and recurrent equations
- Closed-loop output error identification algorithms with predictors based on generalized orthonormal transfer functions: convergence conditions and bias distribution
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- α-Stability of systems governed by a functional differential equation— extension of results concerning linear delay systems
- A generalized orthonormal basis for linear dynamical systems
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
This page was built for publication: A robust whiteness test for the identification of discrete-time linear models: use of orthonormal transfer functions